Parametric vs. semiparametric long memory: Comments on ''Prediction from ARFIMA models: Comparison between MLE and semiparam
Arteche, J.
Pages 54-56
FULL TEXT LINK
http://dx.doi.org/10.1016/j.ijforecast.2011.02.005
http://dx.doi.org/10.1016/j.ijforecast.2011.02.005
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